Auflistung LIF-SAFE Working Papers nach Schlagwort "tips"
Anzeige der Dokumente 1-1 von 1
-
The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
(2017-09-01)Fleckenstein et al. (2014) document that nominal Treasuries trade at higher prices than inflation-swapped indexed bonds, which exactly replicate the nominal cash flows. We study whether this mispricing arises from liquidity ...